On standard conjugate families for natural exponential families with bounded natural parameter space

DOI10.1016/j.jmva.2014.01.003zbMath1360.62051OpenAlexW2089328767WikidataQ38810757 ScholiaQ38810757MaRDI QIDQ2438627

Kurt Hornik, Bettina Grün

Publication date: 6 March 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.01.003

zbMATH Keywords

Bayesian analysisexponential familyconjugate priorelliptical distributionspherical distributionlinear posterior expectation

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Bayesian inference (62F15) Characterization and structure theory of statistical distributions (62E10)

Uses Software

• DLMF

Cites Work

• An identity for multidimensional continuous exponential families and its applications
• Conjugate priors for exponential families
• Exponential and Bayesian conjugate families: Review and extensions. (With discussion)
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